ARMAX lattice algorithm for identification and prediction of dynamic systems

DOI10.1080/00207729008910409MaRDI QIDQ3476737zbMATH OpenOpenAlexFDO

Authors Mohamed Ahmed Fkirin

Publication date 1990

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729008910409

zbMATH Keywords

ARMAX lattice predictoridentificationpredictiontime delayunknown input

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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Cites work

• Adaptive parameter estimation for a constrained low-pass system
• An adaptive control algorithm for linear systems having unknown time delay
• An identification algorithm for linear stochastic systems with time delays†
• Error propagation properties of recursive least-squares adaptation algorithms
• Experimental evaluation of flexible structure identification using lattice filters
• Fixed-lag smoothing in the identification of time-varying systems with unknown dead time
• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• Maximum Likelihood Estimation of Misspecified Models
• Normalized lattice algorithms for least-squares FIR system identification
• Practical issues in the implementation of self-tuning control
• Recursive least squares ladder estimation algorithms
• Square-root algorithms for parallel processing in optimal estimation
• The Exact Distribution of the SUR Estimator
• Time-Series Analysis and Forecasting: An Update and Evaluation

Cited in

(3)

• Stability of dynamic models obtained by ARMAX lattice predictor
• Adaptive identification of a modified ARMA lattice model
• Disturbance observers: methods and applications. I: Methods

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